Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,25% | 20,05 CHF | 20,10 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 98 911 CHF | 99 159 CHF | 100,00% | 100,00% |
20/11/2024 | 0,25% | 19,50 CHF | 19,55 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 98 034 CHF | 98 282 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 19,55 CHF | 19,60 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 96 173 CHF | 96 421 CHF | 99,32% | 99,32% |
18/11/2024 | 0,26% | 19,70 CHF | 19,75 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 96 662 CHF | 96 909 CHF | 99,99% | 99,99% |
15/11/2024 | 0,25% | 19,50 CHF | 19,55 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 99 520 CHF | 99 770 CHF | 73,32% | 73,32% |
14/11/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 858 CHF | 102 101 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,40 CHF | 20,45 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 179 CHF | 101 427 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 489 CHF | 101 729 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 20,50 CHF | 20,55 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 914 CHF | 102 162 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,35 CHF | 20,40 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 374 CHF | 100 622 CHF | 100,00% | 100,00% |